Strategy Tester Report
MartingailExpert
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | step=25; proffactor=9; mult=1.6; lots=0.3; per_K=20; per_D=6; slow=6; zoneBUY=50; zoneSELL=50; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -6821.80 | Gross profit | 10596.30 | Gross loss | -17418.10 |
Profit factor | 0.61 | Expected payoff | -128.71 | ||
Absolute drawdown | 6821.80 | Maximal drawdown | 58707.20 (94.86%) | Relative drawdown | 94.86% (58707.20) |
Total trades | 53 | Short positions (won %) | 53 (50.94%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 27 (50.94%) | Loss trades (% of total) | 26 (49.06%) | ||
Largest | profit trade | 2399.40 | loss trade | -2640.60 | |
Average | profit trade | 392.46 | loss trade | -669.93 | |
Maximum | consecutive wins (profit in money) | 27 (10596.30) | consecutive losses (loss in money) | 26 (-17418.10) | |
Maximal | consecutive profit (count of wins) | 10596.30 (27) | consecutive loss (count of losses) | -17418.10 (26) | |
Average | consecutive wins | 27 | consecutive losses | 26 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 09:00 | sell | 1 | 0.30 | 1.36235 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 09:00 | sell | 2 | 0.30 | 1.36235 | 0.00000 | 0.00000 | ||
3 | 2010.03.01 09:02 | sell | 3 | 0.50 | 1.36305 | 0.00000 | 0.00000 | ||
4 | 2010.03.01 09:10 | sell | 4 | 0.30 | 1.36265 | 0.00000 | 0.00000 | ||
5 | 2010.03.01 09:15 | sell | 5 | 0.30 | 1.36224 | 0.00000 | 0.00000 | ||
6 | 2010.03.01 09:20 | sell | 6 | 0.30 | 1.36171 | 0.00000 | 0.00000 | ||
7 | 2010.03.01 09:22 | sell | 7 | 0.50 | 1.36198 | 0.00000 | 0.00000 | ||
8 | 2010.03.01 09:27 | sell | 8 | 0.80 | 1.36224 | 0.00000 | 0.00000 | ||
9 | 2010.03.01 09:37 | sell | 9 | 0.30 | 1.36151 | 0.00000 | 0.00000 | ||
10 | 2010.03.01 09:40 | sell | 10 | 0.50 | 1.36241 | 0.00000 | 0.00000 | ||
11 | 2010.03.01 09:45 | sell | 11 | 0.80 | 1.36295 | 0.00000 | 0.00000 | ||
12 | 2010.03.01 09:50 | sell | 12 | 1.20 | 1.36349 | 0.00000 | 0.00000 | ||
13 | 2010.03.01 10:10 | sell | 13 | 2.00 | 1.36403 | 0.00000 | 0.00000 | ||
14 | 2010.03.01 10:15 | sell | 14 | 3.10 | 1.36471 | 0.00000 | 0.00000 | ||
15 | 2010.03.01 10:50 | sell | 15 | 0.30 | 1.36341 | 0.00000 | 0.00000 | ||
16 | 2010.03.01 10:57 | sell | 16 | 0.50 | 1.36387 | 0.00000 | 0.00000 | ||
17 | 2010.03.01 11:02 | sell | 17 | 0.80 | 1.36444 | 0.00000 | 0.00000 | ||
18 | 2010.03.01 11:15 | sell | 18 | 0.30 | 1.36225 | 0.00000 | 0.00000 | ||
19 | 2010.03.01 11:17 | sell | 19 | 0.50 | 1.36261 | 0.00000 | 0.00000 | ||
20 | 2010.03.01 11:20 | sell | 20 | 0.30 | 1.36079 | 0.00000 | 0.00000 | ||
21 | 2010.03.01 11:22 | sell | 21 | 0.50 | 1.36152 | 0.00000 | 0.00000 | ||
22 | 2010.03.01 11:27 | sell | 22 | 0.80 | 1.36225 | 0.00000 | 0.00000 | ||
23 | 2010.03.01 11:37 | sell | 23 | 1.20 | 1.36260 | 0.00000 | 0.00000 | ||
24 | 2010.03.01 11:45 | sell | 24 | 0.30 | 1.36024 | 0.00000 | 0.00000 | ||
25 | 2010.03.01 11:47 | sell | 25 | 0.50 | 1.36058 | 0.00000 | 0.00000 | ||
26 | 2010.03.01 12:40 | sell | 26 | 0.30 | 1.35720 | 0.00000 | 0.00000 | ||
27 | 2010.03.01 12:42 | sell | 27 | 0.50 | 1.35786 | 0.00000 | 0.00000 | ||
28 | 2010.03.01 12:45 | sell | 28 | 0.30 | 1.35523 | 0.00000 | 0.00000 | ||
29 | 2010.03.01 12:47 | sell | 29 | 0.50 | 1.35589 | 0.00000 | 0.00000 | ||
30 | 2010.03.01 12:50 | sell | 30 | 0.30 | 1.35259 | 0.00000 | 0.00000 | ||
31 | 2010.03.01 12:52 | sell | 31 | 0.50 | 1.35391 | 0.00000 | 0.00000 | ||
32 | 2010.03.01 12:57 | sell | 32 | 0.80 | 1.35523 | 0.00000 | 0.00000 | ||
33 | 2010.03.01 13:20 | sell | 33 | 0.30 | 1.35099 | 0.00000 | 0.00000 | ||
34 | 2010.03.01 13:22 | sell | 34 | 0.50 | 1.35176 | 0.00000 | 0.00000 | ||
35 | 2010.03.01 13:27 | sell | 35 | 0.80 | 1.35254 | 0.00000 | 0.00000 | ||
36 | 2010.03.01 13:27 | sell | 36 | 1.20 | 1.35302 | 0.00000 | 0.00000 | ||
37 | 2010.03.01 13:32 | sell | 37 | 2.00 | 1.35351 | 0.00000 | 0.00000 | ||
38 | 2010.03.01 13:37 | sell | 38 | 3.10 | 1.35380 | 0.00000 | 0.00000 | ||
39 | 2010.03.01 15:15 | sell | 39 | 5.00 | 1.35423 | 0.00000 | 0.00000 | ||
40 | 2010.03.01 15:20 | sell | 40 | 8.10 | 1.35481 | 0.00000 | 0.00000 | ||
41 | 2010.03.01 15:50 | sell | 41 | 0.30 | 1.35062 | 0.00000 | 0.00000 | ||
42 | 2010.03.01 15:52 | sell | 42 | 0.50 | 1.35132 | 0.00000 | 0.00000 | ||
43 | 2010.03.01 15:57 | sell | 43 | 0.80 | 1.35203 | 0.00000 | 0.00000 | ||
44 | 2010.03.01 16:02 | sell | 44 | 1.20 | 1.35289 | 0.00000 | 0.00000 | ||
45 | 2010.03.01 16:07 | sell | 45 | 2.00 | 1.35352 | 0.00000 | 0.00000 | ||
46 | 2010.03.01 16:15 | sell | 46 | 0.30 | 1.34913 | 0.00000 | 0.00000 | ||
47 | 2010.03.01 16:17 | sell | 47 | 0.50 | 1.34976 | 0.00000 | 0.00000 | ||
48 | 2010.03.01 17:15 | sell | 48 | 0.80 | 1.35045 | 0.00000 | 0.00000 | ||
49 | 2010.03.01 17:20 | sell | 49 | 1.20 | 1.35162 | 0.00000 | 0.00000 | ||
50 | 2010.03.01 17:50 | sell | 50 | 2.00 | 1.35213 | 0.00000 | 0.00000 | ||
51 | 2010.03.01 18:15 | sell | 51 | 3.10 | 1.35247 | 0.00000 | 0.00000 | ||
52 | 2010.03.01 18:20 | sell | 52 | 5.00 | 1.35294 | 0.00000 | 0.00000 | ||
53 | 2010.03.01 18:50 | sell | 53 | 8.10 | 1.35371 | 0.00000 | 0.00000 | ||
54 | 2010.03.01 20:40 | close at stop | 53 | 8.10 | 1.35697 | 0.00000 | 0.00000 | -2640.60 | 7359.40 |
55 | 2010.03.01 20:40 | close at stop | 52 | 5.00 | 1.35697 | 0.00000 | 0.00000 | -2015.00 | 5344.40 |
56 | 2010.03.01 20:40 | close at stop | 51 | 3.10 | 1.35697 | 0.00000 | 0.00000 | -1395.00 | 3949.40 |
57 | 2010.03.01 20:40 | close at stop | 50 | 2.00 | 1.35697 | 0.00000 | 0.00000 | -968.00 | 2981.40 |
58 | 2010.03.01 20:40 | close at stop | 49 | 1.20 | 1.35697 | 0.00000 | 0.00000 | -642.00 | 2339.40 |
59 | 2010.03.01 20:40 | close at stop | 48 | 0.80 | 1.35697 | 0.00000 | 0.00000 | -521.60 | 1817.80 |
60 | 2010.03.01 20:40 | close at stop | 47 | 0.50 | 1.35697 | 0.00000 | 0.00000 | -360.50 | 1457.30 |
61 | 2010.03.01 20:40 | close at stop | 46 | 0.30 | 1.35697 | 0.00000 | 0.00000 | -235.20 | 1222.10 |
62 | 2010.03.01 20:40 | close at stop | 45 | 2.00 | 1.35697 | 0.00000 | 0.00000 | -690.00 | 532.10 |
63 | 2010.03.01 20:40 | close at stop | 44 | 1.20 | 1.35697 | 0.00000 | 0.00000 | -489.60 | 42.50 |
64 | 2010.03.01 20:40 | close at stop | 43 | 0.80 | 1.35697 | 0.00000 | 0.00000 | -395.20 | -352.70 |
65 | 2010.03.01 20:40 | close at stop | 42 | 0.50 | 1.35697 | 0.00000 | 0.00000 | -282.50 | -635.20 |
66 | 2010.03.01 20:40 | close at stop | 41 | 0.30 | 1.35697 | 0.00000 | 0.00000 | -190.50 | -825.70 |
67 | 2010.03.01 20:40 | close at stop | 40 | 8.10 | 1.35697 | 0.00000 | 0.00000 | -1749.60 | -2575.30 |
68 | 2010.03.01 20:40 | close at stop | 39 | 5.00 | 1.35697 | 0.00000 | 0.00000 | -1370.00 | -3945.30 |
69 | 2010.03.01 20:40 | close at stop | 38 | 3.10 | 1.35697 | 0.00000 | 0.00000 | -982.70 | -4928.00 |
70 | 2010.03.01 20:40 | close at stop | 37 | 2.00 | 1.35697 | 0.00000 | 0.00000 | -692.00 | -5620.00 |
71 | 2010.03.01 20:40 | close at stop | 36 | 1.20 | 1.35697 | 0.00000 | 0.00000 | -474.00 | -6094.00 |
72 | 2010.03.01 20:40 | close at stop | 35 | 0.80 | 1.35697 | 0.00000 | 0.00000 | -354.40 | -6448.40 |
73 | 2010.03.01 20:40 | close at stop | 34 | 0.50 | 1.35697 | 0.00000 | 0.00000 | -260.50 | -6708.90 |
74 | 2010.03.01 20:40 | close at stop | 33 | 0.30 | 1.35697 | 0.00000 | 0.00000 | -179.40 | -6888.30 |
75 | 2010.03.01 20:40 | close at stop | 32 | 0.80 | 1.35697 | 0.00000 | 0.00000 | -139.20 | -7027.50 |
76 | 2010.03.01 20:40 | close at stop | 31 | 0.50 | 1.35697 | 0.00000 | 0.00000 | -153.00 | -7180.50 |
77 | 2010.03.01 20:40 | close at stop | 30 | 0.30 | 1.35697 | 0.00000 | 0.00000 | -131.40 | -7311.90 |
78 | 2010.03.01 20:40 | close at stop | 29 | 0.50 | 1.35697 | 0.00000 | 0.00000 | -54.00 | -7365.90 |
79 | 2010.03.01 20:40 | close at stop | 28 | 0.30 | 1.35697 | 0.00000 | 0.00000 | -52.20 | -7418.10 |
80 | 2010.03.01 20:40 | close at stop | 27 | 0.50 | 1.35697 | 0.00000 | 0.00000 | 44.50 | -7373.60 |
81 | 2010.03.01 20:40 | close at stop | 26 | 0.30 | 1.35697 | 0.00000 | 0.00000 | 6.90 | -7366.70 |
82 | 2010.03.01 20:40 | close at stop | 25 | 0.50 | 1.35697 | 0.00000 | 0.00000 | 180.50 | -7186.20 |
83 | 2010.03.01 20:40 | close at stop | 24 | 0.30 | 1.35697 | 0.00000 | 0.00000 | 98.10 | -7088.10 |
84 | 2010.03.01 20:40 | close at stop | 23 | 1.20 | 1.35697 | 0.00000 | 0.00000 | 675.60 | -6412.50 |
85 | 2010.03.01 20:40 | close at stop | 22 | 0.80 | 1.35697 | 0.00000 | 0.00000 | 422.40 | -5990.10 |
86 | 2010.03.01 20:40 | close at stop | 21 | 0.50 | 1.35697 | 0.00000 | 0.00000 | 227.50 | -5762.60 |
87 | 2010.03.01 20:40 | close at stop | 20 | 0.30 | 1.35697 | 0.00000 | 0.00000 | 114.60 | -5648.00 |
88 | 2010.03.01 20:40 | close at stop | 19 | 0.50 | 1.35697 | 0.00000 | 0.00000 | 282.00 | -5366.00 |
89 | 2010.03.01 20:40 | close at stop | 18 | 0.30 | 1.35697 | 0.00000 | 0.00000 | 158.40 | -5207.60 |
90 | 2010.03.01 20:40 | close at stop | 17 | 0.80 | 1.35697 | 0.00000 | 0.00000 | 597.60 | -4610.00 |
91 | 2010.03.01 20:40 | close at stop | 16 | 0.50 | 1.35697 | 0.00000 | 0.00000 | 345.00 | -4265.00 |
92 | 2010.03.01 20:40 | close at stop | 15 | 0.30 | 1.35697 | 0.00000 | 0.00000 | 193.20 | -4071.80 |
93 | 2010.03.01 20:40 | close at stop | 14 | 3.10 | 1.35697 | 0.00000 | 0.00000 | 2399.40 | -1672.40 |
94 | 2010.03.01 20:40 | close at stop | 13 | 2.00 | 1.35697 | 0.00000 | 0.00000 | 1412.00 | -260.40 |
95 | 2010.03.01 20:40 | close at stop | 12 | 1.20 | 1.35697 | 0.00000 | 0.00000 | 782.40 | 522.00 |
96 | 2010.03.01 20:40 | close at stop | 11 | 0.80 | 1.35697 | 0.00000 | 0.00000 | 478.40 | 1000.40 |
97 | 2010.03.01 20:40 | close at stop | 10 | 0.50 | 1.35697 | 0.00000 | 0.00000 | 272.00 | 1272.40 |
98 | 2010.03.01 20:40 | close at stop | 9 | 0.30 | 1.35697 | 0.00000 | 0.00000 | 136.20 | 1408.60 |
99 | 2010.03.01 20:40 | close at stop | 8 | 0.80 | 1.35697 | 0.00000 | 0.00000 | 421.60 | 1830.20 |
100 | 2010.03.01 20:40 | close at stop | 7 | 0.50 | 1.35697 | 0.00000 | 0.00000 | 250.50 | 2080.70 |
101 | 2010.03.01 20:40 | close at stop | 6 | 0.30 | 1.35697 | 0.00000 | 0.00000 | 142.20 | 2222.90 |
102 | 2010.03.01 20:40 | close at stop | 5 | 0.30 | 1.35697 | 0.00000 | 0.00000 | 158.10 | 2381.00 |
103 | 2010.03.01 20:40 | close at stop | 4 | 0.30 | 1.35697 | 0.00000 | 0.00000 | 170.40 | 2551.40 |
104 | 2010.03.01 20:40 | close at stop | 3 | 0.50 | 1.35697 | 0.00000 | 0.00000 | 304.00 | 2855.40 |
105 | 2010.03.01 20:40 | close at stop | 2 | 0.30 | 1.35697 | 0.00000 | 0.00000 | 161.40 | 3016.80 |
106 | 2010.03.01 20:40 | close at stop | 1 | 0.30 | 1.35697 | 0.00000 | 0.00000 | 161.40 | 3178.20 |